I think that optional arguments (specified with --) are initialized to None if they are not supplied. So you can test with is not None. Try the example below:
import argparse
def main():
parser = argparse.ArgumentParser(description="My Script")
parser.add_argument("--myArg")
args, leftovers = parser.parse_known_args()
if args.myArg is not None:
print "myArg has been set (value is %s)" % args.myArg